Bartlett correction of an independence test in a multivariate Poisson model

DOI10.1111/stan.12265arXiv2103.10058MaRDI QIDQ6068047

Rolf Larsson

Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.10058

zbMATH Keywords

asymptotic distributionsimulationlikelihood ratio

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

Cites Work

• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Discrete factor analysis using a dependent Poisson model
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• An EM algorithm for multivariate Poisson distribution and related models
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Properties of sufficiency and statistical tests